+581.7%
TLN vs WWD
+224.3%
+357.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.2% |
| 7D | +7.1% | +1.3% | +5.8% | +6.4% |
| 30D | -3.9% | -7.2% | +3.3% | -0.3% |
| 3M | -16.2% | -3.8% | -12.3% | -15.1% |
| 6M | -5.8% | -9.9% | +4.1% | -1.8% |
| YTD | -15.4% | +14.8% | -30.3% | -22.9% |
| 1Y | -16.7% | +42.1% | -58.7% | -33.3% |
| 3Y | +473.8% | +170.8% | +303.0% | +267.3% |
| All | +581.7% | +224.3% | +357.5% | +326.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling